ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
120-21 |
121-10 |
0-21 |
0.5% |
118-17 |
| High |
120-21 |
121-27 |
1-06 |
1.0% |
119-14 |
| Low |
120-21 |
121-04 |
0-15 |
0.4% |
118-14 |
| Close |
120-21 |
121-14 |
0-25 |
0.6% |
119-14 |
| Range |
0-00 |
0-23 |
0-23 |
|
1-00 |
| ATR |
|
|
|
|
|
| Volume |
1 |
1 |
0 |
0.0% |
40 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-20 |
123-08 |
121-27 |
|
| R3 |
122-29 |
122-17 |
121-20 |
|
| R2 |
122-06 |
122-06 |
121-18 |
|
| R1 |
121-26 |
121-26 |
121-16 |
122-00 |
| PP |
121-15 |
121-15 |
121-15 |
121-18 |
| S1 |
121-03 |
121-03 |
121-12 |
121-09 |
| S2 |
120-24 |
120-24 |
121-10 |
|
| S3 |
120-01 |
120-12 |
121-08 |
|
| S4 |
119-10 |
119-21 |
121-01 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-03 |
121-25 |
120-00 |
|
| R3 |
121-03 |
120-25 |
119-23 |
|
| R2 |
120-03 |
120-03 |
119-20 |
|
| R1 |
119-25 |
119-25 |
119-17 |
119-30 |
| PP |
119-03 |
119-03 |
119-03 |
119-06 |
| S1 |
118-25 |
118-25 |
119-11 |
118-30 |
| S2 |
118-03 |
118-03 |
119-08 |
|
| S3 |
117-03 |
117-25 |
119-05 |
|
| S4 |
116-03 |
116-25 |
118-28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-29 |
|
2.618 |
123-23 |
|
1.618 |
123-00 |
|
1.000 |
122-18 |
|
0.618 |
122-09 |
|
HIGH |
121-27 |
|
0.618 |
121-18 |
|
0.500 |
121-16 |
|
0.382 |
121-13 |
|
LOW |
121-04 |
|
0.618 |
120-22 |
|
1.000 |
120-13 |
|
1.618 |
119-31 |
|
2.618 |
119-08 |
|
4.250 |
118-02 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-16 |
121-10 |
| PP |
121-15 |
121-05 |
| S1 |
121-14 |
121-00 |
|